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SPDR Nuveen Bloomberg Barclays High Yield Municipa...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78464A2841

CUSIP

78464A284

Issuer

State Street

Inception Date

Apr 13, 2011

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg Municipal Yield

Asset Class

Bond

Expense Ratio

HYMB features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for HYMB: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
HYMB vs. HYD HYMB vs. ITM HYMB vs. MUB HYMB vs. NDMO HYMB vs. LEO HYMB vs. VTEB HYMB vs. AGG HYMB vs. NEAR HYMB vs. HYG HYMB vs. ANGL
Popular comparisons:
HYMB vs. HYD HYMB vs. ITM HYMB vs. MUB HYMB vs. NDMO HYMB vs. LEO HYMB vs. VTEB HYMB vs. AGG HYMB vs. NEAR HYMB vs. HYG HYMB vs. ANGL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
83.33%
346.72%
HYMB (SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF)
Benchmark (^GSPC)

Returns By Period

SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF had a return of 5.63% year-to-date (YTD) and 6.05% in the last 12 months. Over the past 10 years, SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF had an annualized return of 2.87%, while the S&P 500 had an annualized return of 11.01%, indicating that SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF did not perform as well as the benchmark.


HYMB

YTD

5.63%

1M

-0.77%

6M

1.87%

1Y

6.05%

5Y*

0.96%

10Y*

2.87%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of HYMB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.15%0.21%0.90%-1.68%0.60%1.20%2.41%0.09%1.83%-1.18%1.75%5.63%
20234.39%-3.14%1.82%0.10%-0.46%1.28%0.36%-0.70%-3.46%-2.56%7.15%3.23%7.73%
2022-3.58%-0.36%-3.96%-3.74%0.96%-3.33%3.78%-3.08%-6.45%-1.84%6.89%-1.31%-15.54%
20211.66%-1.67%1.21%1.11%1.22%1.00%0.60%-0.15%-1.14%-0.42%1.00%0.69%5.16%
20202.36%0.87%-9.62%-2.97%3.28%3.79%1.96%-0.19%0.03%-0.22%3.02%2.15%3.74%
2019-0.29%1.25%2.20%0.58%1.70%0.49%0.65%1.94%-0.01%-0.14%0.47%0.31%9.51%
2018-0.11%-0.03%0.96%0.53%1.34%0.45%0.42%0.80%-0.59%-0.87%0.40%1.52%4.91%
20170.39%1.46%-0.03%0.84%1.08%-0.52%0.89%1.12%-0.73%-2.27%0.23%0.77%3.22%
20160.14%0.62%1.08%1.38%0.87%2.45%0.07%0.20%-0.17%-1.17%-6.63%3.53%2.05%
20152.22%-1.42%-0.22%-0.12%0.02%-2.50%0.74%1.02%1.54%1.01%0.11%1.18%3.54%
20144.35%2.68%0.76%1.67%2.60%-0.08%-0.90%2.04%0.95%0.58%0.81%1.60%18.34%
20131.93%0.28%-0.47%1.17%-0.85%-7.16%-3.10%-3.38%4.98%-0.09%1.03%-1.62%-7.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HYMB is 48, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HYMB is 4848
Overall Rank
The Sharpe Ratio Rank of HYMB is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of HYMB is 4848
Sortino Ratio Rank
The Omega Ratio Rank of HYMB is 5252
Omega Ratio Rank
The Calmar Ratio Rank of HYMB is 3232
Calmar Ratio Rank
The Martin Ratio Rank of HYMB is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for HYMB, currently valued at 1.12, compared to the broader market0.002.004.001.121.90
The chart of Sortino ratio for HYMB, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.0010.001.542.54
The chart of Omega ratio for HYMB, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.35
The chart of Calmar ratio for HYMB, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.562.81
The chart of Martin ratio for HYMB, currently valued at 6.57, compared to the broader market0.0020.0040.0060.0080.00100.006.5712.39
HYMB
^GSPC

The current SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF Sharpe ratio is 1.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.12
1.90
HYMB (SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF provided a 3.90% dividend yield over the last twelve months, with an annual payout of $1.00 per share.


3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.00$1.03$0.92$0.96$1.05$1.17$1.13$1.05$1.14$1.30$1.30$1.32

Dividend yield

3.90%4.06%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%4.49%5.17%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.00
2023$0.00$0.08$0.09$0.08$0.09$0.09$0.08$0.09$0.09$0.09$0.09$0.17$1.03
2022$0.00$0.07$0.08$0.07$0.08$0.08$0.08$0.07$0.08$0.08$0.08$0.16$0.92
2021$0.00$0.09$0.09$0.08$0.08$0.08$0.08$0.06$0.08$0.08$0.08$0.16$0.96
2020$0.00$0.09$0.09$0.09$0.09$0.09$0.09$0.08$0.08$0.09$0.09$0.17$1.05
2019$0.00$0.10$0.10$0.11$0.10$0.10$0.10$0.10$0.10$0.10$0.09$0.18$1.17
2018$0.00$0.09$0.10$0.09$0.09$0.09$0.09$0.10$0.09$0.09$0.10$0.19$1.13
2017$0.00$0.10$0.09$0.09$0.09$0.09$0.07$0.09$0.09$0.09$0.09$0.18$1.05
2016$0.00$0.11$0.10$0.10$0.10$0.10$0.10$0.07$0.09$0.09$0.09$0.18$1.14
2015$0.00$0.10$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.21$1.30
2014$0.00$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.10$0.21$1.30
2013$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.22$1.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.13%
-3.58%
HYMB (SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF was 29.57%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF drawdown is 4.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.57%Mar 6, 202012Mar 23, 2020200Jan 6, 2021212
-20.16%Jul 28, 2021315Oct 25, 2022
-16.59%May 21, 201379Sep 11, 2013173May 20, 2014252
-7.98%Aug 30, 201665Nov 30, 2016187Aug 29, 2017252
-4.29%Dec 7, 20128Dec 18, 201222Jan 22, 201330

Volatility

Volatility Chart

The current SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF volatility is 1.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.22%
3.64%
HYMB (SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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